+914.8%
IGV vs TT
+4,361.2%
-3,446.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.2% |
| 7D | -5.2% | -2.0% | -3.2% | -4.3% |
| 30D | -10.0% | -14.0% | +4.0% | -3.8% |
| 3M | -0.5% | -15.9% | +15.3% | +7.0% |
| 6M | +12.6% | -17.3% | +29.9% | +20.9% |
| YTD | -6.4% | +4.0% | -10.4% | -11.1% |
| 1Y | -9.5% | -7.1% | -2.4% | -9.5% |
| 3Y | +41.7% | +90.2% | -48.5% | -0.4% |
| 5Y | +12.7% | +131.1% | -118.5% | -28.7% |
| 10Y | +354.1% | +777.7% | -423.6% | +45.7% |
| All | +914.8% | +4,361.2% | -3,446.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling